DUHP vs. VTI
Compare and contrast key facts about DFA Dimensional US High Profitability ETF (DUHP) and Vanguard Total Stock Market ETF (VTI).
DUHP and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DUHP is an actively managed fund by Dimensional. It was launched on Feb 23, 2022. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
DUHP vs. VTI - Performance Comparison
Loading graphics...
DUHP vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DUHP DFA Dimensional US High Profitability ETF | -2.48% | 13.77% | 19.49% | 21.11% | -2.56% |
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | 23.81% | 26.05% | -10.29% |
Returns By Period
In the year-to-date period, DUHP achieves a -2.48% return, which is significantly higher than VTI's -3.29% return.
DUHP
- 1D
- 0.63%
- 1M
- -5.42%
- YTD
- -2.48%
- 6M
- -2.37%
- 1Y
- 12.71%
- 3Y*
- 15.19%
- 5Y*
- —
- 10Y*
- —
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DUHP vs. VTI - Expense Ratio Comparison
DUHP has a 0.21% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DUHP vs. VTI — Risk / Return Rank
DUHP
VTI
DUHP vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional US High Profitability ETF (DUHP) and Vanguard Total Stock Market ETF (VTI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DUHP | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.98 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.52 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.54 | -0.48 |
Martin ratioReturn relative to average drawdown | 4.88 | 7.30 | -2.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DUHP | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.98 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.48 | +0.23 |
Correlation
The correlation between DUHP and VTI is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DUHP vs. VTI - Dividend Comparison
DUHP's dividend yield for the trailing twelve months is around 1.09%, less than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUHP DFA Dimensional US High Profitability ETF | 1.09% | 1.02% | 1.13% | 1.51% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
DUHP vs. VTI - Drawdown Comparison
The maximum DUHP drawdown since its inception was -20.05%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DUHP and VTI.
Loading graphics...
Drawdown Indicators
| DUHP | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.05% | -55.45% | +35.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -12.30% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -6.04% | -5.54% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -8.08% | +3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.60% | +0.03% |
Volatility
DUHP vs. VTI - Volatility Comparison
The current volatility for DFA Dimensional US High Profitability ETF (DUHP) is 5.11%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.48%. This indicates that DUHP experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DUHP | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 5.48% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.73% | 9.75% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.10% | 19.02% | -1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 17.41% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 18.29% | -1.87% |